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Currency hedging with options and futures

Citations

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Cited by:

  1. Udo Broll & Kit Wong, 2015. "Trade and cross hedging exchange rate risk," International Economics and Economic Policy, Springer, vol. 12(4), pages 509-520, October.
  2. Wong, Kit Pong, 2013. "International trade and hedging under joint price and exchange rate uncertainty," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 160-170.
  3. Udo Broll & Peter Welzel & Kit Pong Wong, 2013. "Price Risk and Risk Management in Agriculture," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 7(2), June.
  4. Akron, Sagi, 2019. "The optimal derivative-based corporate hedging strategies under equity-linked managerial compensation," Emerging Markets Review, Elsevier, vol. 41(C).
  5. Broll, Udo & Wahl, Jack E. & Wessel, Christoph, 2008. "Export production, hedging exchange rate risk: the duopoly case," Dresden Discussion Paper Series in Economics 06/08, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
  6. Chen, Shu-Hsiu, 2017. "Carry trade strategies based on option-implied information: Evidence from a cross-section of funding currencies," Journal of International Money and Finance, Elsevier, vol. 78(C), pages 1-20.
  7. Broll, Udo & Wahl, Jack E. & Wessel, Christoph, 2009. "Export and benefits of hedging in emerging economies," Dresden Discussion Paper Series in Economics 10/09, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
  8. Udo Broll & Peter Welzel & Kit Wong, 2009. "Export and Strategic Currency Hedging," Open Economies Review, Springer, vol. 20(5), pages 717-732, November.
  9. Adam-Müller, Axel F.A. & Nolte, Ingmar, 2011. "Cross hedging under multiplicative basis risk," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2956-2964, November.
  10. Yu, Xing & Zhang, Wei Guo & Liu, Yong Jun & Wang, Xinxin & Wang, Chao, 2020. "Hedging the exchange rate risk for international portfolios," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 173(C), pages 85-104.
  11. Korn, Olaf & Rieger, Marc Oliver, 2016. "Hedging with regret," CFR Working Papers 16-06, University of Cologne, Centre for Financial Research (CFR).
  12. Adams, Zeno & Gerner, Mathias, 2012. "Cross hedging jet-fuel price exposure," Energy Economics, Elsevier, vol. 34(5), pages 1301-1309.
  13. Ashish Kumar, 2015. "Impact of Currency Futures on Volatility in Exchange Rate," Paradigm, , vol. 19(1), pages 95-108, June.
  14. Wong, Kit Pong, 2006. "Foreign direct investment and forward hedging," Journal of Multinational Financial Management, Elsevier, vol. 16(5), pages 459-474, December.
  15. Moosa Imad, 2011. "Risk Transfer Arrangements as a Hedging Device with Evidence from the Kuwaiti Dinar-British Pound Market," Review of Middle East Economics and Finance, De Gruyter, vol. 7(2), pages 1-18, September.
  16. Vohra, Suprita & Fabozzi, Frank J., 2019. "Effectiveness of developed and emerging market FX options in active currency risk management," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 130-146.
  17. Xiaoxia Huang & Xuting Wang, 2019. "Portfolio Investment with Options Based on Uncertainty Theory," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 18(03), pages 929-952, May.
  18. Marcelo J. Villena & Axel A. Araneda, 2014. "Option Pricing of Twin Assets," Papers 1401.6735, arXiv.org.
  19. Kit Wong, 2014. "Hedging and the competitive firm under correlated price and background risk," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 37(2), pages 329-340, October.
  20. Donald Lien & Kit Pong Wong, 2006. "International tenders and futures hedging," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 27(7), pages 587-594.
  21. Zhao, Jieyuan & Goodwin, Barry K., 2012. "Dynamic Cross-Hedge Ratios: An Application of Copula Models," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124610, Agricultural and Applied Economics Association.
  22. Ismael Pérez-Franco & Esteban Otto Thomasz & Gonzalo Rondinone & Agustín García-García, 2022. "Feed price risk management for sheep production in Spain: a composite future cross-hedging strategy," Risk Management, Palgrave Macmillan, vol. 24(2), pages 137-163, June.
  23. Kit Pong Wong, 2015. "Export And Hedging Decisions Under Correlated Revenue And Exchange Rate Risk," Bulletin of Economic Research, Wiley Blackwell, vol. 67(4), pages 371-381, October.
  24. Korn, Olaf & Merz, Alexander, 2016. "How to hedge if the payment date is uncertain?," CFR Working Papers 07-14 [rev.], University of Cologne, Centre for Financial Research (CFR).
  25. Meng, Rujing & Wong, Kit Pong, 2007. "Currency hedging for multinationals under liquidity constraints," Journal of Multinational Financial Management, Elsevier, vol. 17(5), pages 417-431, December.
  26. Lien, Donald & Wang, Yan, 2006. "Cross-hedging with futures and options: The effects of disappointment aversion," Journal of Multinational Financial Management, Elsevier, vol. 16(1), pages 16-26, February.
  27. Penikas, Henry, 2011. "Copula-Based Price Risk Hedging Models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 22(2), pages 3-21.
  28. Christine Brown & James Ma, 2011. "The collapse of Pasminco: misjudgment, misfortune and miscalculation," Australian Journal of Management, Australian School of Business, vol. 36(2), pages 287-312, August.
  29. Korn, Olaf & Rieger, Marc Oliver, 2019. "Hedging with regret," Journal of Behavioral and Experimental Finance, Elsevier, vol. 22(C), pages 192-205.
  30. Yumi Oum & Shmuel S. Oren, 2010. "Optimal Static Hedging of Volumetric Risk in a Competitive Wholesale Electricity Market," Decision Analysis, INFORMS, vol. 7(1), pages 107-122, March.
  31. Kit Pong Wong, 2007. "Optimal Export And Hedging Decisions When Forward Markets Are Incomplete," Bulletin of Economic Research, Wiley Blackwell, vol. 59(1), pages 67-81, January.
  32. Lien, Donald & Wong, Kit Pong, 2004. "Optimal bidding and hedging in international markets," Journal of International Money and Finance, Elsevier, vol. 23(5), pages 785-798, September.
  33. Olaf Korn & Alexander Merz, 2019. "How to hedge if the payment date is uncertain?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(4), pages 481-498, April.
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